+30.3%
SPXL vs STZ
+14.7%
+15.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.3% | -0.5% | +5.2% |
| 7D | -2.5% | +13.0% | -15.5% | -1.6% |
| 30D | -4.3% | +29.4% | -33.8% | -3.3% |
| 3M | -4.2% | +11.6% | -15.8% | -3.3% |
| 6M | +15.0% | -0.2% | +15.2% | +16.1% |
| YTD | +28.4% | +8.6% | +19.9% | +23.9% |
| 1Y | +30.3% | +15.9% | +14.4% | +23.2% |
| All | +30.3% | +14.7% | +15.6% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling